VALUE-AT-RISK MODEL (V.A.R.)

Meaning of VALUE-AT-RISK MODEL (V.A.R.) in English

Procedure for estimating the probability of portfolio losses exceeding some specified proportion based on a statistical analysis of historical market price trends, correlations , and volatilities .

Campbell R. Harvey. Hypertextual finance English glossary. Английский словарь гипертекстовых финансов. 2012

AT
Longman DOCE5 Extras English vocabulary
R — I. abbreviation rabbi, radial, radical, Rankine, Reaumur, recipe, registered trademark, regular, Republican, river, R-value, II. certification mark see: g
Толковый словарь английского языка - Merriam Webster
VALUE — I. ˈval(ˌ)yü, -_yə ( this pronunc before a vowel or pause is especially South ); often -_yəw+V; dial -lē or …
Webster's New International English Dictionary
V — I. ˈvē noun ( plural v's or vs ˈvēz) Usage: often capitalized, often attributive 1. a. : the 22d letter …
Webster's New International English Dictionary
RISK — I. ˈrisk, dial ˈresk noun ( -s ) Etymology: French risque, from Italian risco, risico, rischio 1. : the possibility …
Webster's New International English Dictionary
R — I. ˈär, ˈȧ noun ( plural r's or rs ˈärz, ˈȧz) Usage: often capitalized, often attributive 1. a. : the …
Webster's New International English Dictionary
MODEL — I. ˈmäd ə l noun ( -s ) Etymology: Middle French modelle, from Old Italian modello, from (assumed) Vulgar Latin …
Webster's New International English Dictionary
AT — I. ət, (ˈ)at, usu -d.+V preposition Etymology: Middle English, from Old English æt; akin to Old High German az at, …
Webster's New International English Dictionary
V — () V, the twenty-second letter of the English alphabet, is a vocal consonant. V and U are only varieties of …
Английский словарь Webster
R — () R, the eighteenth letter of the English alphabet, is a vocal consonant. It is sometimes called a semivowel, and …
Английский словарь Webster
V — V, the twenty-second letter of the English alphabet, is a vocal consonant. V and U are only varieties of the …
Webster's Revised Unabridged English Dictionary
R — R, the eighteenth letter of the English alphabet, is a vocal consonant. It is sometimes called a semivowel, and a …
Webster's Revised Unabridged English Dictionary
RISK — — risker , n. — riskless , adj. /risk/ , n. 1. exposure to the chance of injury or loss; …
Random House Webster's Unabridged English Dictionary
V — I. ˈvē noun ( plural v's or vs ˈvēz) Usage: often capitalized, often attributive Date: 14th century 1. a. : …
Merriam-Webster's Collegiate English vocabulary
VALUE — noun esteem; regard. 2. value ·noun valor. 3. value ·vt to be worth; to be equal to in value. 4. …
Webster English vocab
V — as a numeral, v stands for five, in english and latin. 2. v ·- v, the twenty-second letter of the …
Webster English vocab
RISK — noun hazard of loss; liabillity to loss in property. 2. risk ·noun to incur the risk or danger of; as, …
Webster English vocab
MODEL — noun any copy, or resemblance, more or less exact. 2. model ·noun that by which a thing is to be …
Webster English vocab
AT — prep the relations of time, age, or order; as, at ten o'clock; at twenty-one; at once; at first. 2. at …
Webster English vocab
V — V 1 (also v ) ■ noun ( plural Vs or V's ) 1》 the twenty-second letter of the alphabet. …
Concise Oxford English vocab
R — R 1 (also r ) ■ noun ( plural Rs or R's ) 1》 the eighteenth letter of the alphabet. …
Concise Oxford English vocab
RISK — [risk] n [F risque, fr. It risco] (ca. 1661) 1: possibility of loss or injury: peril 2: someone or something …
Merriam-Webster English vocab
R — [r] abbreviation rabbi, radius, rain, range, Rankine, rare, real, Reaumur, recto, red, repeat, rerun, resistance, right, river, roentgen, rook, rough, …
Merriam-Webster English vocab
RISK — in economics and finance, an allowance for the hazard (risk) or lack of risk in an investment or loan. Default …
Britannica English vocabulary
V — V, v BrE AmE viː ▷ V's, v's, Vs viːz —Communications code name: Victor ▶ ˌ V and ˈ A …
Longman Pronunciation English Dictionary
R — R, r BrE AmE ɑː AmE ɑːr ▷ R's, r's, Rs, rs ɑːz AmE ɑːrz —Communications code name: Romeo
Longman Pronunciation English Dictionary
VALUE — / ˈvæljuː; NAmE / noun , verb ■ noun HOW MUCH STH IS WORTH 1. [ U , C ] …
Oxford Advanced Learner's English Dictionary
V — / viː; NAmE / noun , abbreviation , symbol ■ noun (also v ) ( pl. Vs , V's , …
Oxford Advanced Learner's English Dictionary
RISK — / rɪsk; NAmE / noun , verb ■ noun 1. [ C , U ] risk (of sth) | risk …
Oxford Advanced Learner's English Dictionary
R — / ɑː(r); NAmE / noun , abbreviation ■ noun (also r ) [ C , U ] ( pl. Rs …
Oxford Advanced Learner's English Dictionary
MODEL — / ˈmɒdl; NAmE ˈmɑːdl/ noun , verb ■ noun SMALL COPY 1. a copy of sth, usually smaller than the …
Oxford Advanced Learner's English Dictionary
VALUE
Longman Dictionary of Contemporary English
V — v. ( also v British English ) 1 . a written abbreviation of verb 2 . British English informal the …
Longman Dictionary of Contemporary English
V — V BrE AmE , v /viː/ ( plural V’s, v’s ) noun 1 . [uncountable and countable] the 22nd letter …
Longman Dictionary of Contemporary English
RISK — I. risk 1 S2 W1 /rɪsk/ BrE AmE noun [ Date: 1600-1700 ; Language: French ; Origin: risque , from …
Longman Dictionary of Contemporary English
R — I. R 1 BrE AmE , r /ɑː $ ɑːr/ noun ( plural R’s , r’s ) 1 . [uncountable …
Longman Dictionary of Contemporary English
MODEL — I. mod ‧ el 1 S2 W1 /ˈmɒdl $ ˈmɑːdl/ BrE AmE noun [countable] [ Date: 1500-1600 ; Language: French …
Longman Dictionary of Contemporary English
AT — at S1 W1 /ət; strong æt/ BrE AmE preposition [ Language: Old English ; Origin: æt ] 1 . used …
Longman Dictionary of Contemporary English
RISK — n. & v. --n. 1 a chance or possibility of danger, loss, injury, or other adverse consequences (a health risk; …
Английский основной разговорный словарь
R — abbr. (also R.) 1 Regina (Elizabeth R). 2 Rex. 3 River. 4 (also °) registered as a trademark. 5 (in …
Английский основной разговорный словарь
R — n. (also r) (pl. Rs or R's) the eighteenth letter of the alphabet. øthe r months the months with r …
Английский основной разговорный словарь
RISK — n. & v. n. 1 a chance or possibility of danger, loss, injury, or other adverse consequences (a health risk; …
Concise Oxford English Dictionary
R — abbr. (also R.) 1 Regina (Elizabeth R). 2 Rex. 3 River. 4 (also °) registered as a trademark. 5 (in …
Concise Oxford English Dictionary
R — n. (also r) (pl. Rs or R's) the eighteenth letter of the alphabet. the r months the months with r …
Concise Oxford English Dictionary
RISK — n. & v. --n. 1. a chance or possibility of danger, loss, injury, or other adverse consequences (a health risk; …
Oxford English vocab
V — 1. n. (also v) (pl. Vs or V's) 1. the twenty-second letter of the alphabet. 2 a V-shaped thing. 3 …
Oxford English vocab
R — 1. n. (also r) (pl. Rs or R's) the eighteenth letter of the alphabet. Phrases and idioms: the r months …
Oxford English vocab
VALUE — ( values, valuing, valued) Frequency: The word is one of the 700 most common words in English. 1. The value …
Collins COBUILD Advanced Learner's English Dictionary
RISK — ( risks, risking, risked) Frequency: The word is one of the 1500 most common words in English. 1. If there …
Collins COBUILD Advanced Learner's English Dictionary
MODEL — ( models, modelling, modelled) Frequency: The word is one of the 1500 most common words in English. Note: in AM, …
Collins COBUILD Advanced Learner's English Dictionary
AT — Frequency: The word is one of the 700 most common words in English. Note: In addition to the uses shown …
Collins COBUILD Advanced Learner's English Dictionary
VALUE — I. noun COLLOCATIONS FROM OTHER ENTRIES a moral value (= behaviour that a society believes is right and good ) …
Longman DOCE5 Extras English vocabulary
V — noun COLLOCATIONS FROM OTHER ENTRIES V sign PHRASES FROM OTHER ENTRIES the V & A EXAMPLES FROM OTHER ENTRIES ▪ …
Longman DOCE5 Extras English vocabulary
RISK
Longman DOCE5 Extras English vocabulary
R — noun COLLOCATIONS FROM OTHER ENTRIES R & B R & D R & R ▪ He was enjoying a few …
Longman DOCE5 Extras English vocabulary
MODEL — I. noun COLLOCATIONS FROM OTHER ENTRIES a fashion model ▪ Fashion models are usually very tall. a model citizen (= …
Longman DOCE5 Extras English vocabulary
V — (LETTER) (plural V's or Vs), v (plural v's or vs) [noun] [C] - the 22nd letter of the English alphabetA …
Cambridge English vocab
R — The letter r, used in a number of situations, but perhaps most usefully in the plural for swearing in front …
Slang English vocab
RISK — I. noun ADJECTIVE ▪ big , considerable , enormous , grave , great , high , huge , major , …
Oxford Collocations English Dictionary
VALUE — INDEX: 1. what the value of something is 2. worth a lot of money 3. valuable objects or possessions 4. …
Longman Activator English vocab
RISK — INDEX: 1. a possibility that something bad might happen 2. involving risk 3. to do something even though there is …
Longman Activator English vocab
RISK — See ↑ DANGEROUS 6, ↑ RISK 1,3,5,6 ◆◆◆ • ↑ a fire risk/health risk • ↑ at the risk of …
Longman Activator English vocab
RISK — the quantifiable likelihood of loss or less-than-expected returns. Examples: currency risk, inflation risk, principal risk, country risk, capital risk, economic …
Raynet Business and Marketing English Glossary
VALUE — 1. сущ. 1) а) ценность; справедливое возмещение, справедливая оценка Syn : merit б) мн. достоинства, ценности to cherish values, to …
Большой Англо-Русский словарь

Hypertextual Finance English Glossary

← VALUE-ADDED TAX VANCOUVER STOCK EXCHANGE (VSE)→